On iterative procedures of asymptotic inference

DOI10.1111/J.1467-9574.1983.TB00813.XzbMATH Open0547.62020OpenAlexW2005491217MaRDI QIDQ3339095FDOQ3339095

Authors: Kacha Dzhaparidze 

Publication date: 1983

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/6670

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zbMATH Keywords

conjugate gradientNewton-Raphsonquasi-Newtoniterative methodsasymptotically quadraticunconstrained maximizationquadratic termination propertyasymptotically efficient inferenceasymptotically differentiableDavidon-Fletcher-Powellinformal discussionsolving non-linear equations of statistics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Probabilistic methods, stochastic differential equations (65C99) Numerical optimization and variational techniques (65K10)

Cites Work

• Asymptotic Properties of Non-Linear Least Squares Estimators
• Quasi-newton algorithms generate identical points
• Asymptotic properties of time domain gaussian estimators

Cited In (9)

• Title not available (Why is that?)
• An alternating iterative method and its application in statistical inference
• Simplified Whittle estimators for spectral parameters of stationary linear models with tapered data
• Title not available (Why is that?)
• Effect of the initial estimator on the asymptotic behavior of one-step M- estimator
• Iterative estimating equations: Linear convergence and asymptotic properties
• A Comparative Study of Some Modified Chi-Squared Tests
• On the computation of chi-square-type statistics
• A Note on Properties of Iterative Procedures of Asymptotic Inference

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